Anic Equity¶

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Total return since start: 0.594 %¶

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Equity now: -----------------------------> 48675.74 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46474.0 Kr¶

PnL: ---------------------------------------> -1748.25 Kr¶

DD now: ---------------------------------> -6.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:10:17.560617'

Anic Portfolio¶

This Week¶

Return: 0.385 %¶

Total¶

Return: 59.293 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.660000 824.400000 126.400000 18.110000 698.000040
Nordisk Bergteknik B 130 -1.210000 4251.000000 87.000000 2.090000 4163.999970
Tobii Dynavox 109 -0.760000 2769.150000 47.150000 1.730000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.630000 721.240000 35.240000 5.140000 686.000016
Vitec Software Group B 1 -0.680000 500.100000 15.100000 3.110000 485.000000
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Embracer Group B 14 -1.480000 699.860000 10.860000 1.580000 689.000004
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
Mycronic 3 -1.980000 654.600000 2.600000 0.400000 651.999999
SKF A 3 -2.980000 595.200000 2.200000 0.370000 593.000001
G5 Entertainment 3 -0.310000 573.000000 1.000000 0.170000 572.000001
SKF B 3 -3.250000 594.750000 -1.250000 -0.210000 596.000001
Addnode Group B 6 -1.600000 702.600000 -6.400000 -0.900000 709.000002
ASSA ABLOY B 2 -1.140000 504.800000 -9.200000 -1.790000 514.000000
Avanza Bank Holding 2 -2.260000 500.600000 -10.400000 -2.040000 511.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
Husqvarna B 7 -2.590000 616.840000 -23.160000 -3.620000 639.999997
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Loomis 6 -2.380000 2018.400000 -24.600000 -1.200000 2043.000000
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Collector Bank 29 -5.340000 1203.500000 -30.500000 -2.470000 1233.999996
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.600000 575.500000 -31.500000 -5.190000 607.000000
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -2.940000 579.600000 -38.400000 -6.210000 618.000000
Rejlers B 6 -3.030000 922.800000 -39.200000 -4.070000 961.999998
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.210000 482.600000 -46.400000 -8.770000 529.000000
Dustin Group 18 -4.380000 612.360000 -57.640000 -8.600000 669.999996
Viaplay Group B 4 -2.550000 977.200000 -59.800000 -5.770000 1037.000000
Nordea Bank Abp 30 -3.970000 3702.600000 -60.400000 -1.610000 3762.999990
AFRY 3 -2.130000 522.900000 -72.100000 -12.120000 594.999999
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
Beijer Alma B 9 -0.970000 1845.000000 -109.000000 -5.580000 1953.999999
RVRC Holding 17 -2.030000 556.580000 -126.420000 -18.510000 683.000007
Fasadgruppen Group 38 0.980000 3921.600000 -268.400000 -6.410000 4190.000004
Alimak Group 11 -0.470000 691.900000 -301.100000 -30.320000 992.999997
Camurus 16 -2.970000 3555.200000 -582.800000 -14.080000 4138.000000
TOTAL 46458.970000 -1763.280000 -6.55753% 48222.250041

Updated:¶

'2023-03-13 17:09:12.127010'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶